Estimation
A half-open range of observation indices from which a component is estimated.
Distinct from the group it belongs to. A group is an assignment — which component each observation is attributed to, and therefore what the mixing weights are. A window is an estimation range, and it may reach past the group into its neighbours. Every observation belongs to exactly one group; it may inform more than one estimate.
Parameters
start
the first index, inclusive
end
the last index, exclusive